This is one of the great questions of humanity, along the lines of "Who am I?" "What is the meaning of it all?" and "Where's Waldo?"
The answer is just as zen as your question - a beautiful and apparently internally incongrous "You change the strings when they need changing."
Yeah, that isn't very satisfying, but then again, there is no absolute answer. Change them when you start to notice a dull tone. Or, change them when you think they just need it. Or, change them when you just want the pleasure of changing them.
And if one string breaks, aside from asking if anyone hears it, you should consider changing the lot with the same level of open-mindedness as when to change the set. Change all of them if they all need changing.
Seriously.